Problem: I'm interested in studying the probability of an event involving a random vector.
Specifically, I'm interested in
(∂/∂a)Pr[X>( (Y-a)/Z )]
Where "a" is a non-random parameter and the random vector {X,Y,Z} is distributed Normal( µ, Σ)
for µ={0,0,0}
and Σ= {{1, 0.5, 0.5}, {0.5, 1, 0}...